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Equilibrium in an imperfect market : a constraint on the number of securities in the portfolio
Levy, Haim - In: The American economic review 68 (1978) 4, pp. 643-658
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002372666
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The rationale of the mean-standard deviation analysis : comment
Levy, Haim - In: The American economic review 64 (1974) 3, pp. 434-441
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002372943
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Stochastic dominance, efficiency criteria, and efficient portfolios : the multi-period case
Levy, Haim - In: The American economic review 63 (1973) 5, pp. 986-994
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002373018
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Further tests of the separation theorem and the capital asset pricing model
Kroll, Yoram - In: The American economic review 82 (1992) 3, pp. 664-670
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001126138
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Two-moment decision models and expected utility maximization: comment
Levy, Haim - In: The American economic review 79 (1989) 3, pp. 597-600
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001065957
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Experimental tests of the separation theorem and the capital asset pricing model
Kroll, Yoram - In: The American economic review 78 (1988) 3, pp. 500-519
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001047298
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A model of the parallel team strategy in product development
Arditti, Fred D.; Levy, Haim - In: The American economic review 70 (1980) 5, pp. 1089-1097
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001854092
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International diversification of investment portfolios
Levy, Haim; Sarnat, Marshall - In: The American economic review 60 (1970) 4, pp. 668-675
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002372703